+677.4%
MSTR vs LOW
+225.8%
+451.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.2% |
| 7D | +7.7% | -0.6% | +8.3% | +8.2% |
| 30D | +36.3% | -9.3% | +45.6% | +43.7% |
| 3M | +13.4% | -8.1% | +21.5% | +17.9% |
| 6M | -4.5% | -19.8% | +15.3% | +6.7% |
| YTD | -12.7% | -16.4% | +3.7% | -5.3% |
| 1Y | -59.6% | -24.7% | -34.9% | -53.9% |
| 3Y | +272.5% | -8.8% | +281.3% | +278.6% |
| 5Y | +107.1% | +7.8% | +99.4% | +98.6% |
| 10Y | +677.4% | +233.8% | +443.5% | +412.7% |
| All | +677.4% | +225.8% | +451.6% | +412.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LOW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling